+75.7%
TFC vs INDA
+115.4%
-39.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.4% |
| 7D | +2.3% | +1.1% | +1.2% | +1.4% |
| 30D | +10.8% | +9.4% | +1.4% | +3.6% |
| 3M | -3.8% | +2.9% | -6.7% | -6.0% |
| 6M | +9.6% | +7.2% | +2.3% | +3.6% |
| YTD | +5.8% | -4.8% | +10.6% | +9.3% |
| 1Y | +16.2% | -5.1% | +21.2% | +20.1% |
| 3Y | +96.0% | +16.7% | +79.3% | +71.4% |
| 5Y | +1.7% | +8.8% | -7.1% | -5.9% |
| All | +75.7% | +115.4% | -39.8% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded INDA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling